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In Memoriam: Professor Mark Joshi

8 November 2017 Editor Comments Off on In Memoriam: Professor Mark Joshi
Professor Mark Joshi was born on 2 March 1969 and grew up in Dunblane, Scotland. He studied mathematics at, Hertford College, University of Oxford, finishing at the top of his year in 1990 and winning […]
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Ed Thorp: How Did You Do It?

4 May 2017 Editor Comments Off on Ed Thorp: How Did You Do It?
By Nicholas G. Colon A few times in every generation a person comes along that makes a significant impact on the world.  Rare or lucky are those that can do this. And then there are […]
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Capital Calculations For a Million Trades Takes Seconds

2 April 2017 Editor Comments Off on Capital Calculations For a Million Trades Takes Seconds
Markit FRTB Studio, an aggregation and capital analytics engine, has processed a portfolio of one million trades in single-digit seconds on a European bank’s Hadoop infrastructure as part of a successful proof-of-concept. This high-speed performance […]
Julia

Julia Seminar for Quants in London

27 March 2017 Editor Comments Off on Julia Seminar for Quants in London
Last week’s Julia in Finance seminar in partnership with the CQF Institute, held in London, was a great success.  More than 370 finance professionals registered online or attended in person. Along with customer and partner […]
Julia

Julia In Finance Seminar

5 March 2017 Editor Comments Off on Julia In Finance Seminar
16 March, 6.00pm – 9.00pm GMT Fitch Learning, 55 Mark Lane, London, EC3R 7NE In partnership with Julia Computing, the CQF Institute invites you to attend this upcoming free seminar. Attend live in London or […]
Julia

Julia Enters Top 50 Programming Languages

25 November 2016 Editor Comments Off on Julia Enters Top 50 Programming Languages
  Julia, a numerical computing language, took its place among the top 50 computer programming languages in September 2016, according to the TIOBE Programming Community Index, an index of the world’s most popular programming languages: […]
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Mathematica: Going To Eleven

23 November 2016 Editor Comments Off on Mathematica: Going To Eleven
Stephen Wolfram’s recent blog post on the launch of Mathematica and Wolfram Language 11 presents a number of innovations that Quants will find worth exploring In an extensive blog post to mark the launch of […]
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Misys Supports Banks with FRTB Compliance

15 November 2016 Editor Comments Off on Misys Supports Banks with FRTB Compliance
Misys is supporting the banking community as it prepares for Basel’s Fundamental Review of the Trading Book (FRTB). The regulation, which overhauls the market risk capital charge calculation, has significant ramifications which must be addressed […]
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Benoit Mandelbrot 1924-2010 – Wilmott Team

15 October 2010 Editor Comments Off on Benoit Mandelbrot 1924-2010 – Wilmott Team
Benoit Mandelbrot, the mathematician, the father of fractal mathematics, and advocate of more sophisticated modelling in quantitative finance, died on 14th October 2010 aged 85. Wilmott magazine has often featured Mandelbrot, his ideas, and the […]